| dc.contributor | 統計系 | en_US |
| dc.creator (作者) | Cheng,Yu-Ting;Yang,Chih-Ching | en_US |
| dc.creator (作者) | 鄭宇庭 | - |
| dc.date (日期) | 2013-02 | en_US |
| dc.date.accessioned | 2-Dec-2014 15:48:21 (UTC+8) | - |
| dc.date.available | 2-Dec-2014 15:48:21 (UTC+8) | - |
| dc.date.issued (上傳時間) | 2-Dec-2014 15:48:21 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/71777 | - |
| dc.description.abstract (摘要) | The classical Pearson`s correlation coefficient has been widely adopted in various fields of application. However, when the data are composed of fuzzy interval values, it is not feasible to use such a traditional approach to evaluate the correlation coefficient. In this study, we propose the specific calculation of fuzzy interval correlation coefficient with fuzzy interval data to measure the relationship between various stocks. As such, the study is able to offer an improving measure of investment strategy for stocks substitution via the analysis of the fuzzy interval correlation. In addition, we use empirical studies to verify the validity of our proposal on fuzzy interval correlation coefficient using data from companies in electric machinery and plastic sectors in Taiwan. | en_US |
| dc.format.extent | 140 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Communications in Statistics - Simulation and Computation , Accepted author version posted online: 26 Dec 2013 | en_US |
| dc.title (題名) | An Approach of Stocks Substitution Strategy Using Fuzzy Interval Correlation Coefficient | en_US |
| dc.type (資料類型) | article | en |
